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The integration of nonutility generation and spot prices within utility generation scheduling

โœ Scribed by MacGregor, P.R.; Puttgen, H.B.


Book ID
121247328
Publisher
IEEE
Year
1994
Tongue
English
Weight
760 KB
Volume
9
Category
Article
ISSN
0885-8950

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## Abstract The comovements of spot and futures prices are characterized by six binary variables, including the term structure curvature of futures prices. These variables are used to uniquely identify 48 possible comovement patterns. Among them, 24 cases are associated with __mean reversion,__ whi